Is it possible to rent a tow dolly?

Ditto. Do craigslist or an rv classified. You can pick up a used one for probably less than what you are going to have to spend to rent one not to mention all the hoops you have to jump thru with U-haul only to find out they seem to know better about what you can tow on them. Border crossing with a rental?

And the upside of buying one? when you get back from your trip, give it a good wash and wax and sell it for more than you paid for it! :B